CME Canadian Dollar Future September 2010

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Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary Previous Current 10-Sep-2009 11-Sep-2009 Change Change % Previous Week Open 0.9225 0.9315 0.0090 1.0% 0.9202 High 0.9257 0.9315 0.0058 0.6% 0.9339 Low 0.9225 0.9315 0.0090 1.0% 0.9202 Close 0.9264 0.9281 0.0017 0.2% 0.9281 Range 0.0032 0.0000 -0.0032 -100.0% 0.0137 ATR Volume 125 58 -67 -53.6% 358
Daily Pivots for day following 11-Sep-2009 Classic Woodie Camarilla DeMark R4 0.9304 0.9292 0.9281 R3 0.9304 0.9292 0.9281 R2 0.9304 0.9304 0.9281 R1 0.9292 0.9292 0.9281 0.9298 PP 0.9304 0.9304 0.9304 0.9307 S1 0.9292 0.9292 0.9281 0.9298 S2 0.9304 0.9304 0.9281 S3 0.9304 0.9292 0.9281 S4 0.9304 0.9292 0.9281	Weekly Pivots for week ending 11-Sep-2009 Classic Woodie Camarilla DeMark R4 0.9685 0.9620 0.9356 R3 0.9548 0.9483 0.9319 R2 0.9411 0.9411 0.9306 R1 0.9346 0.9346 0.9294 0.9379 PP 0.9274 0.9274 0.9274 0.9290 S1 0.9209 0.9209 0.9268 0.9242 S2 0.9137 0.9137 0.9256 S3 0.9000 0.9072 0.9243 S4 0.8863 0.8935 0.9206
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9339 0.9202 0.0137 1.5% 0.0016 0.2% 58% False False 71 10 0.9339 0.9024 0.0315 3.4% 0.0008 0.1% 82% False False 37
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.9315 2.618 0.9315 1.618 0.9315 1.000 0.9315 0.618 0.9315 HIGH 0.9315 0.618 0.9315 0.500 0.9315 0.382 0.9315 LOW 0.9315 0.618 0.9315 1.000 0.9315 1.618 0.9315 2.618 0.9315 4.250 0.9315
Fisher Pivots for day following 11-Sep-2009 Pivot 1 day 3 day R1 0.9315 0.9277 PP 0.9304 0.9274 S1 0.9292 0.9270

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